+336.3%
JNJ vs ARMK
+327.1%
+9.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.5% | +2.8% | -1.3% | +1.2% |
| 30D | +6.3% | -1.8% | +8.1% | +6.4% |
| 3M | +8.5% | -10.9% | +19.3% | +9.5% |
| 6M | +28.0% | +21.2% | +6.8% | +25.3% |
| YTD | +37.7% | +47.0% | -9.3% | +32.1% |
| 1Y | +47.9% | +42.9% | +5.1% | +42.3% |
| 3Y | +107.4% | +95.0% | +12.4% | +91.9% |
| 5Y | +97.7% | +106.2% | -8.5% | +80.3% |
| 10Y | +210.7% | +131.6% | +79.0% | +187.0% |
| All | +336.3% | +327.1% | +9.2% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling